NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 98.63 98.52 -0.11 -0.1% 98.09
High 99.50 99.68 0.18 0.2% 99.45
Low 98.14 98.50 0.36 0.4% 96.42
Close 98.53 99.53 1.00 1.0% 98.65
Range 1.36 1.18 -0.18 -13.2% 3.03
ATR 1.45 1.43 -0.02 -1.3% 0.00
Volume 47,851 75,585 27,734 58.0% 432,766
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.78 102.33 100.18
R3 101.60 101.15 99.85
R2 100.42 100.42 99.75
R1 99.97 99.97 99.64 100.20
PP 99.24 99.24 99.24 99.35
S1 98.79 98.79 99.42 99.02
S2 98.06 98.06 99.31
S3 96.88 97.61 99.21
S4 95.70 96.43 98.88
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.26 105.99 100.32
R3 104.23 102.96 99.48
R2 101.20 101.20 99.21
R1 99.93 99.93 98.93 100.57
PP 98.17 98.17 98.17 98.49
S1 96.90 96.90 98.37 97.54
S2 95.14 95.14 98.09
S3 92.11 93.87 97.82
S4 89.08 90.84 96.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.68 97.26 2.42 2.4% 1.39 1.4% 94% True False 79,745
10 99.68 96.42 3.26 3.3% 1.32 1.3% 95% True False 86,760
20 103.45 96.42 7.03 7.1% 1.49 1.5% 44% False False 77,171
40 103.45 93.73 9.72 9.8% 1.36 1.4% 60% False False 62,967
60 103.45 90.97 12.48 12.5% 1.35 1.4% 69% False False 56,516
80 103.45 90.97 12.48 12.5% 1.26 1.3% 69% False False 50,848
100 103.45 90.97 12.48 12.5% 1.26 1.3% 69% False False 47,749
120 103.45 90.97 12.48 12.5% 1.26 1.3% 69% False False 44,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.70
2.618 102.77
1.618 101.59
1.000 100.86
0.618 100.41
HIGH 99.68
0.618 99.23
0.500 99.09
0.382 98.95
LOW 98.50
0.618 97.77
1.000 97.32
1.618 96.59
2.618 95.41
4.250 93.49
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 99.38 99.32
PP 99.24 99.12
S1 99.09 98.91

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These figures are updated between 7pm and 10pm EST after a trading day.

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